+635.8%
BX vs ROP
+185.2%
+450.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +0.6% | +0.7% | -0.1% | 0.0% |
| 30D | +14.2% | +28.8% | -14.5% | -4.9% |
| 3M | -18.7% | +21.1% | -39.8% | -29.5% |
| 6M | +2.5% | +52.5% | -50.1% | -26.2% |
| YTD | -18.8% | +8.9% | -27.7% | -25.3% |
| 1Y | -10.3% | +8.2% | -18.5% | -17.2% |
| 3Y | +35.4% | -5.2% | +40.6% | +37.5% |
| 5Y | +0.3% | +1.7% | -1.5% | -3.8% |
| All | +635.8% | +185.2% | +450.6% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling